Methods: 60 pregnant women will be included in a randomized controlled trial. The exercise group will be asked to exercise a minimum of 20 minutes, 3 times per week, at a minimal intensity of 55% of their maximal aerobic capacity. The control group will not be given exercise counselling. Newborns' brain activity will be recorded using electroencephalography (EEG) 10 days post partum. The primary outcome measure will be the amplitude and latency of the mismatch negativity (MMN), a component of the auditory event-related potential (ERP) that can be used to investigate the auditory sensory memory.